I think in all my time writing RP on here and other RP sites, I've self-inserted once, here, in the red-light district, where it is much more common than any of the larger RP forums. It was a specific scene, the other writer self-inserted herself as well, and we had fun with it. It eventually ended, we moved on to another RP with fully fictional characters, and so it went.
I don't have any desire to write myself as a character in any kind of extended material. There are too many fictional characters I have written, enjoyed, and would like to place in another RP to use myself.